Anic Equity¶

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Total return since start: 0.569 %¶

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Equity now: -----------------------------> 47934.31 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46539.36 Kr¶

PnL: ---------------------------------------> -349.21 Kr¶

DD now: ---------------------------------> -1.43 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-23 16:58:50.893607'

Anic Portfolio¶

Today¶

Return: 0.045 %¶

This Week¶

Return: 0.045 %¶

Total¶

Return: 56.925 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Beijer Electronics Group 26 2.310000 3218.800000 247.800000 8.340000 2971.000006
HEBA B 70 2.030000 2810.500000 174.500000 6.620000 2636.000010
Corem Property Group B 59 3.750000 636.610000 59.610000 10.330000 576.999999
AcadeMedia 12 1.840000 604.200000 47.200000 8.470000 557.000004
Boozt 12 0.780000 1699.200000 45.200000 2.730000 1653.999996
MedCap 2 4.490000 465.000000 44.000000 10.450000 421.000000
HMS Networks 2 4.670000 716.800000 43.800000 6.510000 673.000000
Samhällsbyggnadsbo. i Norden B 20 4.470000 397.600000 42.600000 12.000000 355.000000
FM Mattsson Mora Group B 50 -0.340000 2965.000000 38.000000 1.300000 2927.000000
Resurs Holding 22 0.440000 603.680000 29.680000 5.170000 573.999998
SAAB B 8 -1.210000 3398.400000 21.400000 0.630000 3377.000000
Norva24 Group 16 0.570000 563.200000 20.200000 3.720000 543.000000
Intrum 4 1.940000 546.400000 19.400000 3.680000 527.000000
OEM International B 7 0.000000 546.000000 18.000000 3.410000 527.999997
Eastnine 4 0.000000 508.800000 17.800000 3.630000 491.000000
Fastighetsbolag. Emilshus Pref 21 1.670000 576.450000 14.450000 2.570000 562.000005
Coor Service Management Hold. 8 1.870000 545.200000 13.200000 2.480000 532.000000
Securitas B 6 2.660000 579.000000 9.000000 1.580000 570.000000
Karnov Group 9 0.330000 542.700000 6.700000 1.250000 536.000004
CTEK 13 1.910000 540.150000 6.150000 1.150000 533.999999
Swedbank A 3 0.290000 568.950000 4.950000 0.880000 564.000000
Samhällsbyggnadsbo. i Norden D 12 3.390000 249.120000 3.120000 1.270000 246.000000
Handelsbanken A 5 0.230000 545.250000 -0.750000 -0.140000 546.000000
Creaspac SPAC 6 -0.310000 576.000000 -1.000000 -0.170000 577.000002
Nordea Bank Abp 29 -0.030000 3447.520000 -6.480000 -0.190000 3453.999992
Midsona B 63 2.590000 574.560000 -8.440000 -1.450000 582.999984
Essity B 2 -2.360000 563.800000 -10.200000 -1.780000 574.000000
Essity A 4 -1.910000 1128.000000 -21.000000 -1.830000 1149.000000
International Petroleum Corp. 5 4.650000 573.500000 -21.070000 -3.540000 594.565215
Sampo Oyj SDB 7 -1.090000 3801.000000 -49.000000 -1.270000 3850.000000
Vivesto 1368 -0.690000 552.670000 -60.330000 -9.840000 612.999432
Axfood 13 -0.210000 3653.000000 -103.000000 -2.740000 3756.000001
OX2 18 -0.810000 1437.300000 -226.700000 -13.620000 1663.999992
Fasadgruppen Group 35 0.200000 3493.000000 -318.000000 -8.340000 3810.999990
Ovzon 52 1.080000 2912.000000 -450.000000 -13.380000 3361.999992
TOTAL 46539.360000 -349.210000 -1.43035% 46888.564618

Updated:¶

'2023-01-23 16:59:03.574149'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶